+712.7%
TEL vs CHRW
+286.8%
+426.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +4.5% | +7.3% | -2.8% | +1.3% |
| 30D | +2.9% | -3.6% | +6.5% | +4.2% |
| 3M | +1.1% | -9.6% | +10.7% | +4.6% |
| 6M | +5.0% | -17.0% | +22.0% | +10.5% |
| YTD | -3.9% | -15.4% | +11.5% | -1.9% |
| 1Y | -7.4% | -10.0% | +2.5% | -8.3% |
| 3Y | +81.0% | +82.2% | -1.2% | +18.8% |
| 5Y | +42.3% | +59.4% | -17.1% | -3.3% |
| 10Y | +284.8% | +129.7% | +155.1% | +101.0% |
| All | +712.7% | +286.8% | +426.0% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling